IONQ cadena de opciones IonQ, Inc.
Cboe delayed options data · a fecha de 21:51 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±11.5% (34.63–43.66) · ATM IV 71.6% · P/C interés abierto 0.77
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 18.65 | 19.95 | 116 | 199.1% | 1.00 | 0.0006 | 0.000 | 20 | 0 | 0.0500 | 2,670 | 141.2% | -0.00 | 0.0006 | -0.002 | ||
| 15.45 | 17.60 | 33 | 1.00 | 0.0014 | 0.000 | 22.5 | 0.0100 | 0.0500 | 1 | 2,262 | 121.1% | -0.00 | 0.0014 | -0.003 | ||
| 13.50 | 14.60 | 1 | 239 | 0.99 | 0.0033 | 0.000 | 25 | 0.0100 | 0.0700 | 5 | 15.8K | 104.3% | -0.01 | 0.0033 | -0.006 | |
| 8.80 | 9.45 | 26 | 1,471 | 61.9% | 0.95 | 0.0153 | -0.017 | 30 | 0.0500 | 0.1100 | 10 | 4,886 | 74.2% | -0.05 | 0.0154 | -0.021 |
| 6.75 | 8.20 | 2 | 85.5% | 0.91 | 0.0261 | -0.029 | 32 | 0.1200 | 0.2900 | 11 | 59 | 72.5% | -0.09 | 0.0262 | -0.033 | |
| 5.80 | 7.15 | 10 | 75.6% | 0.88 | 0.0331 | -0.037 | 33 | 0.2700 | 0.3900 | 36 | 91 | 73.0% | -0.12 | 0.0332 | -0.040 | |
| 5.20 | 6.20 | 1 | 78.1% | 0.84 | 0.0409 | -0.045 | 34 | 0.3800 | 0.5300 | 4 | 93 | 70.8% | -0.16 | 0.0410 | -0.047 | |
| 4.60 | 5.10 | 8 | 5,185 | 74.2% | 0.79 | 0.0490 | -0.053 | 35 | 0.6500 | 0.7600 | 281 | 10.5K | 72.5% | -0.21 | 0.0491 | -0.055 |
| 3.75 | 4.80 | 7 | 17 | 79.5% | 0.74 | 0.0566 | -0.061 | 36 | 0.8900 | 1.05 | 140 | 373 | 71.9% | -0.26 | 0.0568 | -0.062 |
| 3.30 | 3.60 | 28 | 40 | 72.8% | 0.67 | 0.0631 | -0.067 | 37 | 1.23 | 1.40 | 202 | 668 | 71.9% | -0.33 | 0.0633 | -0.069 |
| 2.78 | 2.98 | 31 | 441 | 73.2% | 0.61 | 0.0676 | -0.072 | 38 | 1.52 | 1.82 | 323 | 158 | 70.0% | -0.39 | 0.0678 | -0.073 |
| 2.53 | 2.76 | 12 | 71 | 74.2% | 0.57 | 0.0689 | -0.074 | 38.5 | 1.77 | 2.07 | 1 | 104 | 70.5% | -0.43 | 0.0692 | -0.074 |
| 2.15 | 2.46 | 269 | 519 | 71.2% | 0.54 | 0.0696 | -0.075 | 39 | 2.14 | 2.28 | 231 | 157 | 71.9% | -0.46 | 0.0699 | -0.075 |
| 1.87 | 2.45 | 162 | 75 | 73.9% | 0.50 | 0.0697 | -0.076 | 39.5 | 2.46 | 2.57 | 19 | 69 | 72.7% | -0.50 | 0.0700 | -0.076 |
| 1.89 | 2.04 | 731 | 4,918 | 74.5% | 0.47 | 0.0693 | -0.076 | 40 | 2.72 | 2.91 | 134 | 5,658 | 73.3% | -0.53 | 0.0696 | -0.076 |
| 1.49 | 1.87 | 271 | 1,781 | 74.9% | 0.44 | 0.0682 | -0.076 | 40.5 | 3.00 | 3.25 | 148 | 678 | 73.5% | -0.57 | 0.0686 | -0.075 |
| 1.50 | 1.69 | 11 | 724 | 74.8% | 0.41 | 0.0668 | -0.075 | 41 | 3.30 | 3.60 | 25 | 82 | 73.7% | -0.60 | 0.0671 | -0.074 |
| 1.34 | 1.49 | 12 | 51 | 74.4% | 0.37 | 0.0649 | -0.074 | 41.5 | 3.65 | 3.95 | 4 | 38 | 74.3% | -0.63 | 0.0652 | -0.073 |
| 1.20 | 1.34 | 68 | 3,725 | 74.7% | 0.35 | 0.0627 | -0.072 | 42 | 4.00 | 4.30 | 10 | 48 | 74.4% | -0.66 | 0.0631 | -0.071 |
| 1.06 | 1.21 | 34 | 128 | 74.9% | 0.32 | 0.0603 | -0.070 | 42.5 | 4.35 | 4.65 | 2 | 54 | 74.0% | -0.68 | 0.0606 | -0.069 |
| 0.9600 | 1.08 | 44 | 745 | 75.3% | 0.29 | 0.0577 | -0.068 | 43 | 4.70 | 5.15 | 2 | 44 | 75.8% | -0.71 | 0.0581 | -0.067 |
| 0.8400 | 1.02 | 9 | 28 | 76.3% | 0.27 | 0.0550 | -0.066 | 43.5 | 4.80 | 5.55 | 2 | 70.6% | -0.73 | 0.0554 | -0.064 | |
| 0.7600 | 0.9100 | 86 | 102 | 76.7% | 0.25 | 0.0522 | -0.064 | 44 | 5.40 | 6.10 | 1 | 28 | 77.7% | -0.75 | 0.0526 | -0.062 |
| 0.4600 | 0.9300 | 253 | 1,996 | 74.9% | 0.23 | 0.0494 | -0.061 | 44.5 | 5.80 | 6.55 | 2 | 78.6% | -0.77 | 0.0498 | -0.059 | |
| 0.6000 | 0.7000 | 562 | 17.0K | 76.6% | 0.21 | 0.0467 | -0.059 | 45 | 6.30 | 6.90 | 15 | 4,227 | 79.2% | -0.79 | 0.0471 | -0.057 |
| 0.5400 | 0.6800 | 36 | 78.3% | 0.19 | 0.0440 | -0.057 | 45.5 | 6.30 | 8.35 | 9 | 92.4% | -0.81 | 0.0444 | -0.054 | ||
| 0.3100 | 0.6000 | 19 | 102 | 74.1% | 0.18 | 0.0414 | -0.054 | 46 | 6.90 | 8.70 | 87 | 95.1% | -0.82 | 0.0418 | -0.051 | |
| 0.4400 | 0.5500 | 13 | 23 | 79.5% | 0.17 | 0.0389 | -0.052 | 46.5 | 7.35 | 8.30 | 1 | 76.0% | -0.84 | 0.0393 | -0.049 | |
| 0.2800 | 0.5100 | 16 | 251 | 77.1% | 0.15 | 0.0365 | -0.050 | 47 | 7.45 | 9.55 | 11 | 88.4% | -0.85 | 0.0369 | -0.046 | |
| 0.2100 | 0.4700 | 17 | 317 | 76.8% | 0.14 | 0.0342 | -0.047 | 47.5 | 7.85 | 9.15 | 56.4% | -0.86 | 0.0346 | -0.044 | ||
| 0.3300 | 0.4600 | 10 | 213 | 83.1% | 0.13 | 0.0320 | -0.045 | 48 | 8.35 | 10.00 | 2 | 75.4% | -0.87 | 0.0324 | -0.041 | |
| 0.1600 | 0.3900 | 2 | 15 | 78.0% | 0.12 | 0.0300 | -0.043 | 48.5 | 8.75 | 10.65 | 6 | 80.0% | -0.88 | 0.0304 | -0.039 | |
| 0.2400 | 0.3700 | 8 | 1,349 | 82.8% | 0.11 | 0.0281 | -0.041 | 49 | 9.80 | 11.35 | 1 | 104.8% | -0.89 | 0.0284 | -0.036 | |
| 0.1100 | 0.3500 | 4 | 12 | 79.8% | 0.10 | 0.0263 | -0.039 | 49.5 | 9.90 | 11.45 | 83.5% | -0.90 | 0.0266 | -0.034 | ||
| 0.2300 | 0.2600 | 480 | 9,510 | 83.6% | 0.09 | 0.0246 | -0.037 | 50 | 10.85 | 11.55 | 64 | 6,207 | 88.0% | -0.91 | 0.0249 | -0.032 |
| 0.1900 | 0.2600 | 36 | 86.8% | 0.08 | 0.0216 | -0.034 | 51 | 11.55 | 13.35 | 3 | 10 | 109.6% | -0.92 | 0.0218 | -0.028 | |
| 0.1200 | 0.2500 | 4 | 193 | 87.8% | 0.07 | 0.0189 | -0.030 | 52 | 12.55 | 14.30 | 1 | 23 | 113.5% | -0.93 | 0.0191 | -0.024 |
| 0.0200 | 0.2500 | 6 | 111 | 86.7% | 0.06 | 0.0166 | -0.028 | 53 | 13.15 | 15.30 | 5 | 105.0% | -0.94 | 0.0168 | -0.021 | |
| 0 | 0.6200 | 40 | 107.9% | 0.05 | 0.0146 | -0.025 | 54 | 14.15 | 15.65 | -0.95 | 0.0147 | -0.018 | ||||
| 0.0900 | 0.1400 | 118 | 7,136 | 92.2% | 0.05 | 0.0129 | -0.023 | 55 | 15.45 | 16.35 | 1 | 1,370 | -0.96 | 0.0133 | -0.015 | |
| 0.0500 | 0.1300 | 7 | 112 | 92.1% | 0.04 | 0.0114 | -0.021 | 56 | 16.45 | 18.10 | 5 | 122.7% | -0.96 | 0.0121 | -0.012 | |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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